-11.8%
COIN vs INCY
+26.6%
-38.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -5.1% | -4.2% | -0.9% | -3.7% |
| 30D | +17.6% | +0.6% | +17.0% | +17.6% |
| 3M | +9.2% | +12.6% | -3.4% | +6.9% |
| 6M | -11.8% | +28.3% | -40.1% | -19.0% |
| All | -11.8% | +26.6% | -38.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling